Tour v533
CME
CME GROUP INC Class A
$304.06 -0.71%
$300.00 (-1.34%)🌙
as of 11/03 06:22 PM
◀ 11/3 18:22 ▶

Option Volume

Detail
ℹ
Current (11/03) 2,122
Calls: 900 (42%)
Puts: 1,222 (58%)
Prior (11/02) 2,178
Calls: 1,695 (78%)
Puts: 483 (22%)
Current vs Prior -2.57%
Calls: -46.90% (Calls)
Puts: +153.00% (Puts)
Prior 7-Day Total 24,450
Calls: 12,157 (50%)
Puts: 12,293 (50%)
Prior 7-Day Average 3,492
Calls: 1,736 (50%)
Puts: 1,756 (50%)
Current vs Prior 7-Day Avg -39.25%
Calls: -48.18%
Puts: -30.42%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $834.8K
Calls: $451.4K (54%)
Puts: $383.4K (46%)
Prior (11/02) $2.35M
Calls: $2.12M (90%)
Puts: $234.0K (10%)
Current vs Prior -64.52%
Calls: -78.70%
Puts: +63.88%
Prior 7-Day Total $19.80M
Calls: $11.88M (60%)
Puts: $7.93M (40%)
Prior 7-Day Average $2.83M
Calls: $1.70M (60%)
Puts: $1.13M (40%)
Current vs Prior 7-Day Avg -70.49%
Calls: -73.40%
Puts: -66.14%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.36
Prior (11/02) 0.28
Current vs Prior +376.49%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg +14.30%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 16,651
Calls: 10,154 (61%)
Puts: 6,497 (39%)
Prior (11/02) 18,490
Calls: 9,970 (54%)
Puts: 8,520 (46%)
Current vs Prior -9.95%
Prior 7-Day Total 136,476
Calls: 74,339 (54%)
Puts: 62,137 (46%)
Prior 7-Day Average 19,496
Calls: 10,619 (54%)
Puts: 8,876 (46%)
Current vs Prior 7-Day Avg -14.60%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.89% | 4.39%5.33% | 9.06%
Prior 3.22% | 4.34%5.39% | 9.40%
Current vs Prior -10.22% | +1.10%-1.11% | -3.65%
Prior 7-Day Avg 2.83% | 4.24%5.58% | 9.30%
Current vs 7-Day Avg +2.21% | +3.57%-4.52% | -2.56%
Prior 7-Day Eod 3.22% | 4.34%5.39% | 9.40%
Current vs 7-Day Eod -10.22% | +1.10%-1.11% | -3.65%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 40.88% | 40.42%
Calls: 30.77% | 33.58%
Puts: 51.00% | 47.27%
Prior 40.88% | 40.42%
Calls: 30.77% | 33.58%
Puts: 51.00% | 47.27%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 40.88% | 40.42%
Calls: 30.77% | 33.58%
Puts: 51.00% | 47.27%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 65% vs prior. Bearish P/C ratio of 1.36 indicates protective positioning. P/C ratio rising 376% - increased hedging/bearish positioning. Call-heavy open interest (10,154 calls vs 6,497 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Dec 188.209.00$8.609.3%40.43402
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Nov 617.6021.30$19.4519.0%10.93--
$295.00Nov 1310.4013.40$11.9025.2%280.7543
$290.00Dec 1819.0021.80$20.4013.7%10.71--
$295.00Nov 2012.1014.50$13.3018.0%100.7039
$302.50Nov 63.306.20$4.7561.1%130.60414
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 65.808.50$7.1537.8%31.0024
$307.50Nov 64.207.00$5.6050.0%20.96--
$305.00Nov 62.655.40$4.0368.2%510.73239
$307.50Nov 136.008.80$7.4037.8%10.68--
$302.50Nov 62.303.50$2.9041.4%290.67141

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 1.8K, top 435)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Nov 60.050.20$0.13115.4%4240.03452
$312.50Nov 60.801.25$1.0244.1%660.2058
$320.00Dec 112.306.40$4.3594.3%340.289
$310.00Nov 61.101.85$1.4850.7%330.27185
$295.00Nov 1310.4013.40$11.9025.2%280.7543
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Nov 61.302.70$2.0070.0%4350.41449
$297.50Nov 60.801.70$1.2572.0%2360.27375
$282.50Nov 60.050.25$0.15133.3%2310.031
$305.00Nov 62.655.40$4.0368.2%510.73239
$290.00Nov 60.150.80$0.48135.4%320.10--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 17.7%, max 26.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$307.50Nov 6Nov 2035.5%28.1%26.5%16364
$310.00Nov 6Dec 1833.7%27.6%21.9%37587
$305.00Nov 6Nov 1337.4%31.0%20.7%17155
$295.00Nov 13Nov 2029.7%29.2%1.7%3882
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$305.00Nov 6Nov 1337.4%31.0%20.7%60277
$295.00Nov 6Nov 2033.5%29.2%14.7%3124

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 0.61, avg 4.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$295.00$302.50Nov 13$4.70$2.80$4.7075%0.60$299.70
$320.00$325.00Nov 27$0.70$4.30$0.7025%6.14$320.70
$302.50$305.00Nov 6$1.10$1.40$1.1060%1.27$303.60
$307.50$310.00Nov 20$0.80$1.70$0.8044%2.13$308.30
$305.00$307.50Nov 13$1.00$1.50$1.0049%1.50$306.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$310.00$307.50Nov 6$1.55$0.95$1.55100%0.61$308.45
$307.50$305.00Nov 6$1.57$0.93$1.5796%0.59$305.93
$305.00$302.50Nov 6$1.13$1.37$1.1373%1.21$303.87
$302.50$300.00Nov 6$0.90$1.60$0.9066%1.78$301.60
$307.50$305.00Nov 13$1.25$1.25$1.2568%1.00$306.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.10, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$345.00Nov 13$3.07$3.07$31.9364%0.10$313.07
$307.50$310.00Nov 13$1.35$1.35$1.1557%1.17$308.85
$310.00$320.00Dec 11$3.60$3.60$6.4057%0.56$313.60
$305.00$307.50Nov 6$1.23$1.23$1.2752%0.97$306.23
$307.50$310.00Nov 6$0.94$0.94$1.5662%0.60$308.44
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$295.00$285.00Nov 20$2.42$2.42$7.5868%0.32$292.58
$285.00$280.00Nov 20$0.65$0.65$4.3585%0.15$284.35
$290.00$282.50Nov 6$0.33$0.33$7.1790%0.05$289.67
$300.00$297.50Nov 6$0.75$0.75$1.7559%0.43$299.25
$297.50$295.00Nov 6$0.45$0.45$2.0573%0.22$297.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.29, cheapest $2.10)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Nov 6Nov 13$2.1037.4%31.0%
$307.50Nov 6Nov 13$2.3335.5%31.4%
$302.50Nov 6Nov 13$2.4526.0%27.3%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 2.52% of stock, avg 4.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Nov 6$4.75$2.90$7.65$294.85$310.152.52%
$305.00Nov 6$3.65$4.03$7.68$297.32$312.682.53%
$307.50Nov 6$2.42$5.60$8.02$299.48$315.522.64%
$310.00Nov 6$1.48$7.15$8.63$301.37$318.632.84%
$305.00Nov 13$5.75$6.15$11.90$293.10$316.903.91%
$307.50Nov 13$4.75$7.40$12.15$295.35$319.654.00%
$295.00Nov 20$13.30$3.95$17.25$277.75$312.255.67%
$310.00Dec 11$7.95$13.45$21.40$288.60$331.407.04%
$310.00Dec 18$8.60$13.95$22.55$287.45$332.557.42%
$290.00Dec 18$20.40$5.40$25.80$264.20$315.808.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.36% of stock, avg 1.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$315.00$290.00Nov 6$0.60$0.48$1.08$288.92$316.08
$315.00$292.50Nov 6$0.60$0.53$1.13$291.37$316.13
$315.00$295.00Nov 6$0.60$0.80$1.40$293.60$316.40
$312.50$290.00Nov 6$1.02$0.48$1.50$288.50$314.00
$312.50$292.50Nov 6$1.02$0.53$1.55$290.95$314.05
$312.50$295.00Nov 6$1.02$0.80$1.82$293.18$314.32
$315.00$297.50Nov 6$0.60$1.25$1.85$295.65$316.85
$310.00$290.00Nov 6$1.48$0.48$1.96$288.04$311.96
$310.00$292.50Nov 6$1.48$0.53$2.01$290.49$312.01
$312.50$297.50Nov 6$1.02$1.25$2.27$295.23$314.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 0.38, avg credit $0.97)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
292/295312/315Nov 6$0.69$1.8162%0.38$294.31$313.19
295/298312/315Nov 6$0.87$1.6353%0.53$296.63$313.37
292/295310/312Nov 6$0.73$1.7755%0.41$294.27$310.73
295/298310/312Nov 6$0.91$1.5946%0.57$296.59$310.91
280/285315/320Nov 20$1.75$3.2556%0.54$283.25$316.75
282/290320/325Nov 6$0.45$7.0584%0.06$289.55$320.45
292/295320/325Nov 6$0.39$4.6176%0.08$294.61$320.39
292/295315/320Nov 6$0.62$4.3869%0.14$294.38$315.62
282/290315/320Nov 6$0.68$6.8277%0.10$289.32$315.68
295/298320/325Nov 6$0.57$4.4367%0.13$296.93$320.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 15.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$315.00$320.00$325.00Nov 6$0.23$4.7710%20.74
$310.00$320.00$330.00Dec 18$1.25$8.7523%7.00
$305.00$307.50$310.00Nov 6$0.29$2.2121%7.62
$300.00$310.00$320.00Dec 18$1.60$8.4026%5.25
$310.00$315.00$320.00Nov 20$0.65$4.3518%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$297.50$300.00$302.50Nov 6$0.15$2.3540%15.67
$300.00$302.50$305.00Nov 6$0.23$2.2732%9.87
$295.00$297.50$300.00Nov 6$0.30$2.2023%7.33
$292.50$295.00$297.50Nov 6$0.18$2.3215%12.89
$302.50$305.00$307.50Nov 6$0.44$2.0630%4.68

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.75, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$320.001:2Dec 11-$0.75$9.25
$295.00$302.501:2Nov 13-$2.50$5.00
$310.00$320.001:2Dec 18-$1.80$8.20
$320.00$330.001:2Dec 18-$0.90$9.10
$300.00$310.001:2Dec 18-$3.60$6.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$280.001:2Nov 20-$0.23$4.77
$300.00$297.501:2Nov 6-$0.50$2.00
$302.50$300.001:2Nov 6-$1.10$1.40
$297.50$295.001:2Nov 6-$0.35$2.15
$295.00$292.501:2Nov 6-$0.26$2.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.70%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Dec 18$8.200.431.9%2.70%4.65%4402
$320.00Dec 18$4.800.305.2%1.58%6.82%1283
$310.00Dec 11$5.900.431.9%1.94%3.89%46
$315.00Dec 4$4.300.353.6%1.41%5.01%18
$330.00Dec 18$2.800.208.5%0.92%9.45%7545
$320.00Dec 11$2.300.285.2%0.76%6.00%349
$310.00Nov 20$4.200.391.9%1.38%3.33%2898
$320.00Nov 27$2.500.255.2%0.82%6.06%1--
$307.50Nov 20$4.500.441.1%1.48%2.61%3--
$305.00Nov 13$4.800.490.3%1.58%1.89%29

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 900
Total Puts 1,222
Put/Call Ratio 1.36
Net Difference -322

Prior's Put/Call Breakdown

Total Calls 1,695
Total Puts 483
Put/Call Ratio 0.28
Net Difference 1,212

Prior 7-Day Put/Call Summary

Total Calls 12,157
Total Puts 12,293
Average Put/Call Ratio 1.19
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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